Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 60X8010 601000131 06/02/2014 02013 2.375000000 267,200,000.0000 8,432,356.17 05/31/2014 60X8010 601000131 06/02/2015 02014 2.375000000 266,200,000.0000 2,078,547.95 05/31/2014 60X8010 601000228 06/02/2014 02013 2.375000000 344,500,000.0000 10,244,155.82 05/31/2014 60X8010 601000228 06/02/2015 02014 2.375000000 328,400,000.0000 1,965,901.37 05/31/2014 60X8010 601000331 06/02/2014 02013 2.375000000 344,500,000.0000 9,549,256.85 05/31/2014 60X8010 601000331 06/02/2015 02014 2.375000000 328,400,000.0000 1,303,478.08 05/31/2014 60X8010 601000430 06/02/2014 02013 2.375000000 306,100,000.0000 7,887,316.44 05/31/2014 60X8010 601000430 06/02/2015 02014 2.375000000 293,200,000.0000 591,420.55 05/31/2014 60X8010 601000531 06/02/2014 02013 2.375000000 354,400,000.0000 8,417,000.00 05/31/2014 60X8010 601000630 06/02/2014 02013 2.375000000 345,500,000.0000 7,531,190.07 05/31/2014 60X8010 601000731 06/02/2014 02013 2.375000000 294,200,000.0000 5,819,517.81 05/31/2014 60X8010 601000831 06/02/2014 02013 2.375000000 341,400,000.0000 6,064,526.71 05/31/2014 60X8010 601000930 06/02/2014 02013 2.375000000 349,600,000.0000 5,527,750.68 05/31/2014 60X8010 601001031 06/02/2014 02012 2.375000000 298,500,000.0000 11,207,039.38 05/31/2014 60X8010 601001031 06/02/2015 02013 2.375000000 280,400,000.0000 3,867,983.56 05/31/2014 60X8010 601001130 06/02/2014 02012 2.375000000 348,800,000.0000 12,414,652.06 05/31/2014 60X8010 601001130 06/02/2015 02013 2.375000000 350,700,000.0000 4,153,152.74 05/31/2014 60X8010 601001231 06/02/2014 02012 2.375000000 342,100,000.0000 11,486,124.66 05/31/2014 60X8010 601001231 06/02/2015 02013 2.375000000 350,800,000.0000 3,446,730.14 05/31/2014 ------------------------ ---------------------- 6,134,900,000.0000 121,988,101.04 ======================== ====================== 6,134,900,000.0000 121,988,101.04 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00